+338.0%
SMH vs BAC
+74.2%
+263.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +4.3% | +0.6% | +3.7% | +4.0% |
| 30D | +0.9% | -1.4% | +2.2% | +1.4% |
| 3M | -2.8% | +15.7% | -18.6% | -10.5% |
| 6M | +45.6% | +32.2% | +13.4% | +24.5% |
| YTD | +59.5% | +15.8% | +43.7% | +46.0% |
| 1Y | +93.4% | +27.3% | +66.2% | +67.6% |
| 3Y | +287.1% | +137.5% | +149.6% | +130.8% |
| 5Y | +338.0% | +73.1% | +265.0% | +215.1% |
| All | +338.0% | +74.2% | +263.8% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling